numo-linalg 0.1.3 → 0.1.4

checksums.yaml

@@ -1,7 +1,7 @@
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data/README.md

@@ -13,13 +13,13 @@ Under development!
 This is a binding of BLAS/LAPACK for Numo::NArray using dynamic linking loader.
 This desgin allows you to change backend libraries without re-compiling.
 
-### [Numo::Linalg API](http://ruby-numo.github.io/linalg/yard/Numo/Linalg.html)
+### [Numo::Linalg API](http://ruby-numo.github.io/numo-linalg/yard/Numo/Linalg.html)
 
 * Matrix and vector products
     * dot, matmul
 * Decomposition
     * lu, lu\_fact, lu\_inv, lu\_solve, ldl, cholesky, cho\_fact, cho\_inv, cho\_solve,
-      qr, svd, svdvals
+      qr, svd, svdvals, orth, null_space
 * Matrix eigenvalues
     * eig, eigh, eigvals, eigvalsh
 * Norms and other numbers
@@ -29,8 +29,8 @@ This desgin allows you to change backend libraries without re-compiling.
 
 ### Low-level modules
 
-* [Numo::Linalg::Blas](http://ruby-numo.github.io/linalg/yard/Numo/Linalg/Blas.html) - Low-level BLAS functions
-* [Numo::Linalg::Lapack](http://ruby-numo.github.io/linalg/yard/Numo/Linalg/Lapack.html) - Low-level LAPACK functions
+* [Numo::Linalg::Blas](http://ruby-numo.github.io/numo-linalg/yard/Numo/Linalg/Blas.html) - Low-level BLAS functions
+* [Numo::Linalg::Lapack](http://ruby-numo.github.io/numo-linalg/yard/Numo/Linalg/Lapack.html) - Low-level LAPACK functions
 
 ## Installation
 
@@ -82,7 +82,7 @@ require "numo/linalg"
 * Makoto Kishimoto
 * Atsushi Tatsuma
 
-## Acknowledgement
+## Acknowledgments
 
 * This work is partly supported by 2016 Ruby Association Grant.
 

data/lib/numo/linalg/function.rb

@@ -89,14 +89,58 @@ module Numo; module Linalg
         func = blas_char(a, b) =~ /c|z/ ? :dotu : :dot
         Blas.call(func, a, b)
       else
-        Blas.call(:gemv, b, a, trans:'t')
+        if b.contiguous?
+          trans = 't'
+        else
+          if b.fortran_contiguous?
+            trans = 'n'
+            b = b.transpose
+          else
+            trans = 't'
+            b = b.dup
+          end
+        end
+        Blas.call(:gemv, b, a, trans:trans)
       end
     else
       case b.ndim
       when 1
-        Blas.call(:gemv, a, b)
+        if a.contiguous?
+          trans = 'n'
+        else
+          if a.fortran_contiguous?
+            trans = 't'
+            a = a.transpose
+          else
+            trans = 'n'
+            a = a.dup
+          end
+        end
+        Blas.call(:gemv, a, b, trans:trans)
       else
-        Blas.call(:gemm, a, b)
+        if a.contiguous?
+          transa = 'n'
+        else
+          if a.fortran_contiguous?
+            transa = 't'
+            a = a.transpose
+          else
+            transa = 'n'
+            a = a.dup
+          end
+        end
+        if b.contiguous?
+          transb = 'n'
+        else
+          if b.fortran_contiguous?
+            transb='t'
+            b = b.transpose
+          else
+            transb='n'
+            b = b.dup
+          end
+        end
+        Blas.call(:gemm, a, b, transa:transa, transb:transb)
       end
     end
   end
@@ -296,6 +340,42 @@ module Numo; module Linalg
     end
   end
 
+  # Computes an orthonormal basis for the range of matrix A.
+  #
+  # @param a [Numo::NArray] m-by-n matrix A (>= 2-dimensional NArray).
+  # @param rcond [Float] (optional)
+  #   rcond is used to determine the effective rank of A.
+  #   Singular values `s[i] <= rcond * s.max` are treated as zero.
+  #   If rcond < 0, machine precision is used instead.
+  # @return [Numo::NArray] The orthonormal basis for the range of matrix A.
+
+  def orth(a, rcond: -1)
+    raise NArray::ShapeError, '2-d array is required' if a.ndim < 2
+    s, u, = svd(a)
+    tol = s.max * (rcond.nil? || rcond < 0 ? a.class::EPSILON * a.shape.max : rcond)
+    k = (s > tol).count
+    u[true, 0...k]
+  end
+
+  # Computes an orthonormal basis for the null space of matrix A.
+  #
+  # @param a [Numo::NArray] m-by-n matrix A (>= 2-dimensional NArray).
+  # @param rcond [Float] (optional)
+  #   rcond is used to determine the effective rank of A.
+  #   Singular values `s[i] <= rcond * s.max` are treated as zero.
+  #   If rcond < 0, machine precision is used instead.
+  # @return [Numo::NArray] The orthonormal basis for the null space of matrix A.
+
+  def null_space(a, rcond: -1)
+    raise NArray::ShapeError, '2-d array is required' if a.ndim < 2
+    s, _u, vh = svd(a)
+    tol = s.max * (rcond.nil? || rcond < 0 ? a.class::EPSILON * a.shape.max : rcond)
+    k = (s > tol).count
+    return a.class.new if k == vh.shape[0]
+    r = vh[k..-1, true].transpose.dup
+    blas_char(vh) =~ /c|z/ ? r.conj : r
+  end
+
   # Computes an LU factorization of a M-by-N matrix A
   # using partial pivoting with row interchanges.
   #

data/lib/numo/linalg/version.rb

@@ -1,5 +1,5 @@
 module Numo
   module Linalg
-    VERSION = "0.1.3"
+    VERSION = "0.1.4"
   end
 end

data/numo-linalg.gemspec

@@ -20,8 +20,8 @@ Gem::Specification.new do |spec|
   spec.extensions    = ["ext/numo/linalg/blas/extconf.rb",
                         "ext/numo/linalg/lapack/extconf.rb"]
 
-  spec.add_development_dependency "bundler", "~> 1.3"
-  spec.add_development_dependency "rake", "~> 12.0"
-  spec.add_development_dependency "rspec", "~> 3.0"
+  spec.add_development_dependency "bundler"
+  spec.add_development_dependency "rake"
+  spec.add_development_dependency "rspec"
   spec.add_runtime_dependency "numo-narray", ">= 0.9.0.7"
 end

data/spec/linalg/function/null_space_spec.rb

@@ -0,0 +1,41 @@
+# frozen_string_literal: true
+
+require 'spec_helper'
+
+RSpec.describe Numo::Linalg do
+  describe 'null_space' do
+    let(:r) { 2 }
+    let(:m) { 6 }
+    let(:n) { 4 }
+    let(:mat_a) { rand_rect_real_mat(m, r).dot(rand_rect_real_mat(r, n)) }
+    let(:mat_b) { rand_rect_complex_mat(m, r).dot(rand_rect_complex_mat(r, n)) }
+    let(:mat_c) { mat_a + 1.0e-6 * Numo::DFloat.new(m, n).rand }
+
+    it 'raises ShapeError given a vector' do
+      expect { described_class.lu(Numo::DFloat.new(3).rand) }.to raise_error(Numo::NArray::ShapeError)
+    end
+
+    it 'calculates an orthonormal basis for the null space of a real matrix' do
+      basis = described_class.null_space(mat_a)
+      expect(basis.shape[0]).to eq(n)
+      expect(basis.shape[1]).to eq(r)
+      expect((basis.transpose.dot(basis) - Numo::DFloat.eye(r)).abs.max).to be < ERR_TOL
+    end
+
+    it 'calculates an orthonormal basis for the null space of a complex matrix' do
+      basis = described_class.null_space(mat_b)
+      expect(basis.shape[0]).to eq(n)
+      expect(basis.shape[1]).to eq(r)
+      expect((basis.transpose.conj.dot(basis) - Numo::DFloat.eye(r)).abs.max).to be < ERR_TOL
+    end
+
+    it 'calculates an orthonormal basis according to the given rcond value' do
+      basis = described_class.null_space(mat_c, rcond: 1.0e-4)
+      expect(basis.shape[0]).to eq(n)
+      expect(basis.shape[1]).to eq(r)
+      expect((basis.transpose.dot(basis) - Numo::DFloat.eye(r)).abs.max).to be < ERR_TOL
+      basis = described_class.null_space(mat_c, rcond: 1.0e-8)
+      expect(basis.shape).to be_empty
+    end
+  end
+end

data/spec/linalg/function/orth_spec.rb

@@ -0,0 +1,43 @@
+# frozen_string_literal: true
+
+require 'spec_helper'
+
+RSpec.describe Numo::Linalg do
+  describe 'orth' do
+    let(:r) { 2 }
+    let(:m) { 6 }
+    let(:n) { 3 }
+    let(:mat_a) { rand_rect_real_mat(m, r).dot(rand_rect_real_mat(r, n)) }
+    let(:mat_b) { rand_rect_complex_mat(m, r).dot(rand_rect_complex_mat(r, n)) }
+    let(:mat_c) { mat_a + 1.0e-6 * Numo::DFloat.new(m, n).rand }
+
+    it 'raises ShapeError given a vector' do
+      expect { described_class.lu(Numo::DFloat.new(3).rand) }.to raise_error(Numo::NArray::ShapeError)
+    end
+
+    it 'calculates an orthonormal basis for the range of a real matrix' do
+      basis = described_class.orth(mat_a)
+      expect(basis.shape[0]).to eq(m)
+      expect(basis.shape[1]).to eq(r)
+      expect((basis.transpose.dot(basis) - Numo::DFloat.eye(r)).abs.max).to be < ERR_TOL
+    end
+
+    it 'calculates an orthonormal basis for the range of a complex matrix' do
+      basis = described_class.orth(mat_b)
+      expect(basis.shape[0]).to eq(m)
+      expect(basis.shape[1]).to eq(r)
+      expect((basis.transpose.conj.dot(basis) - Numo::DFloat.eye(r)).abs.max).to be < ERR_TOL
+    end
+
+    it 'calculates an orthonormal basis according to the given rcond value' do
+      basis = described_class.orth(mat_c, rcond: 1.0e-4)
+      expect(basis.shape[0]).to eq(m)
+      expect(basis.shape[1]).to eq(r)
+      expect((basis.transpose.dot(basis) - Numo::DFloat.eye(r)).abs.max).to be < ERR_TOL
+      basis = described_class.orth(mat_c, rcond: 1.0e-8)
+      expect(basis.shape[0]).to eq(m)
+      expect(basis.shape[1]).to eq(n)
+      expect((basis.transpose.dot(basis) - Numo::DFloat.eye(n)).abs.max).to be < ERR_TOL
+    end
+  end
+end

metadata

@@ -1,7 +1,7 @@
 --- !ruby/object:Gem::Specification
 name: numo-linalg
 version: !ruby/object:Gem::Version
-  version: 0.1.3
+  version: 0.1.4
 platform: ruby
 authors:
 - Masahiro TANAKA
@@ -9,50 +9,50 @@ authors:
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2018-08-23 00:00:00.000000000 Z
+date: 2019-01-10 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: bundler
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - "~>"
+    - - ">="
       - !ruby/object:Gem::Version
-        version: '1.3'
+        version: '0'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - "~>"
+    - - ">="
       - !ruby/object:Gem::Version
-        version: '1.3'
+        version: '0'
 - !ruby/object:Gem::Dependency
   name: rake
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - "~>"
+    - - ">="
       - !ruby/object:Gem::Version
-        version: '12.0'
+        version: '0'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - "~>"
+    - - ">="
       - !ruby/object:Gem::Version
-        version: '12.0'
+        version: '0'
 - !ruby/object:Gem::Dependency
   name: rspec
   requirement: !ruby/object:Gem::Requirement
     requirements:
-    - - "~>"
+    - - ">="
       - !ruby/object:Gem::Version
-        version: '3.0'
+        version: '0'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
-    - - "~>"
+    - - ">="
       - !ruby/object:Gem::Version
-        version: '3.0'
+        version: '0'
 - !ruby/object:Gem::Dependency
   name: numo-narray
   requirement: !ruby/object:Gem::Requirement
@@ -185,6 +185,8 @@ files:
 - spec/linalg/function/matrix_power_spec.rb
 - spec/linalg/function/matrix_rank_spec.rb
 - spec/linalg/function/norm_spec.rb
+- spec/linalg/function/null_space_spec.rb
+- spec/linalg/function/orth_spec.rb
 - spec/linalg/function/pinv_spec.rb
 - spec/linalg/function/qr_spec.rb
 - spec/linalg/function/slogdet_spec.rb
@@ -211,8 +213,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubyforge_project: 
-rubygems_version: 2.7.3
+rubygems_version: 3.0.1
 signing_key: 
 specification_version: 4
 summary: Ruby/Numo Linear Algebra library with BLAS/LAPACK
@@ -240,6 +241,8 @@ test_files:
 - spec/linalg/function/matrix_power_spec.rb
 - spec/linalg/function/matrix_rank_spec.rb
 - spec/linalg/function/norm_spec.rb
+- spec/linalg/function/null_space_spec.rb
+- spec/linalg/function/orth_spec.rb
 - spec/linalg/function/pinv_spec.rb
 - spec/linalg/function/qr_spec.rb
 - spec/linalg/function/slogdet_spec.rb